Zoave Twilight was a planet with quite a few profitable wormhole connections - it served as a major Nexus cross-roads.[1]
One of its neighbors was Vega Station, another was Marilac; Illyrica and Tau Ceti were not far away (possibly also neighbors). It was not directly adjacent to the Cetagandan Empire, but Marilac was, so they dealt carefully with regard to Cetaganda -- officially they were neutral with respect to them.[2] They were far from Barrayar.[3]
Barrayar had an embassy on Zoave Twilight; they received Lieutenant Vorberg at the end of Miles Vorkosigan's less-than-usually-successful rescue mission and delivered Miles's "come home now" orders from Simon Illyan at the start of Memory.[4]